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To fit, validate, diagnostic, and plot generalized gamma and log-gamma distributions.

Project description

GeneralizedLogGamma

Set of tools to fit generalized gamma (GG) and generalized log-gamma distribution (GLG). Some developed functions are:

  • Density function of a generalized log-gamma distribution.
  • Cumulative distribution function of a generalized log-gamma distribution.
  • Quantile function of a generalized log-gamma distribution.
  • Generate random values of a generalized log-gamma distribution.
  • Entropy function of a generalized log-gamma distribution.
  • Survival function of generalized gamma distribution.
  • Hazard function of a generalized gamma distribution.
  • Generate random values of K-th Order Statistics from a generalized log-gamma distribution.
  • Mean, median, mode, variance, coeficient of variation, skewness, kurtosis of generalized log-gamma distribution.

License

This project is licensed under the terms of the MIT license.

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